Determinants of credit risk: a multiple linear regression analysis of Peruvian municipal savings banks

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dc.contributor.authorCalderon-Contreras, Valentín J.
dc.contributor.authorOstos, J.
dc.contributor.authorFlorez-Garcia, Wilmer
dc.contributor.authorAngulo-Bustinza, Harold D.
dc.date.accessioned2022-07-22T23:31:46Z
dc.date.available2022-07-22T23:31:46Z
dc.date.issued2022
dc.description.abstractIn order to identify the determinants that influence the credit risk of Peruvian municipal savings banks, this quantitative research uses a nonexperimental design and a longitudinal sample to analyze monthly data corresponding to macroeconomic variables and microfinance institutions’ internal variables from 2011 to 2020. Using multiple linear regression, the results show that the interest rate, unemployment rate, and liquidity ratio positively influence the credit risk of Peruvian municipal savings banks; the study also shows that gross domestic product, efficiency of administrative expenses, solvency, and coverage of provisions exert a negative influence on credit risk. It is concluded that seven of the eight independent variables studied influence the credit risk of Peruvian municipal savings banks; only the inflation variable does not significantly influence credit risk.en_EN
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dc.identifier.citationCalderon-Contreras, V. J., Ostos, J., Florez-Garcia, W. & Angulo-Bustinza, H. D. (2022). Determinants of credit risk: a multiple linear regression analysis of Peruvian municipal savings banks. Decision Science Letters, 11(3), 203-210. https://doi.org/10.5267/j.dsl.2022.4.003
dc.identifier.doihttps://doi.org/10.5267/j.dsl.2022.4.003
dc.identifier.urihttps://hdl.handle.net/20.500.12640/3057
dc.language.isoeng
dc.publisherGrowing Science
dc.publisher.countryCA
dc.relation.ispartofurn:issn:1929-5812
dc.relation.ispartofurn:issn:1929-5804
dc.relation.urihttp://www.growingscience.com/dsl/Vol11/dsl_2022_16.pdf
dc.rightsAttribution 3.0 Unported*
dc.rightsinfo:eu-repo/semantics/openAccess*
dc.rights.urihttps://creativecommons.org/licenses/by/3.0/
dc.subjectCredit risken_EN
dc.subjectDelinquencyen_EN
dc.subjectRiesgo de créditoes_ES
dc.subjectMunicipal savings banksen_EN
dc.subjectMorosidades_ES
dc.subjectCajas municipaleses_ES
dc.subjectMacroeconomic variablesen_EN
dc.subjectVariables macroeconómicases_ES
dc.subject.ocdehttps://purl.org/pe-repo/ocde/ford#5.02.04
dc.titleDeterminants of credit risk: a multiple linear regression analysis of Peruvian municipal savings banksen_EN
dc.typeinfo:eu-repo/semantics/article
dc.type.otherArtículo
dc.type.versioninfo:eu-repo/semantics/publishedVersion
local.author.orcidhttps://orcid.org/0000-0003-2577-876X
local.author.orcidhttps://orcid.org/0000-0003-1888-7378
oaire.citation.endPage210
oaire.citation.issue3
oaire.citation.startPage203
oaire.citation.titleDecision Science Letters
oaire.citation.volume11
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